deribit_basis_zscore_long_fear_gated_v2 · strategy

105

closed trades

36%

win rate

-380.19

total pnl ($)

0.574

weight

7d window — n=22 wr=32% pnl=-104.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 07:50	BTC	Buy	60231→60065	-1.83	timeout
06-28 21:59	BTC	Buy	60177→59380	-7.09	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.75	timeout
06-28 07:23	BTC	Buy	60405→60115	-2.83	timeout
06-27 20:53	BTC	Buy	59746→60251	+3.83	timeout
06-27 19:44	BTC	Buy	59904→60165	+1.78	timeout
06-26 19:49	BTC	Buy	59214→59840	+4.74	timeout
06-26 16:47	BTC	Buy	59125→60079	+7.53	timeout
06-26 15:18	BTC	Buy	58941.9→59900	+7.58	timeout
06-25 17:55	BTC	Buy	59431→59555	+0.62	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-24 17:19	BTC	Buy	61014.1→59512.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 16:06	BTC	Buy	61675.1→60151.9	-12.78	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	stop_loss
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-23 06:44	BTC	Buy	64004.2→62887.9	-9.20	timeout
06-23 06:21	BTC	Buy	64247.2→62665.5	-12.78	stop_loss
06-23 06:08	BTC	Buy	64662.2→63071.3	-12.77	stop_loss
06-22 06:12	BTC	Buy	64180.2→64198.8	-0.32	timeout
06-22 05:03	BTC	Buy	64271.2→64058.8	-2.12	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.31	timeout
06-21 04:50	BTC	Buy	63561.2→64389.8	+6.08	timeout
06-21 03:48	BTC	Buy	63434.2→64371.8	+6.95	timeout
06-21 02:42	BTC	Buy	63345.2→64216.8	+6.41	timeout
06-20 00:32	BTC	Buy	62998.1→63602.8	+4.32	timeout
06-19 21:26	BTC	Buy	62950.1→63150.8	+1.09	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-18 15:57	BTC	Buy	63935.2→62352.7	-12.67	stop_loss
06-18 15:51	BTC	Buy	64152.2→62574.6	-12.66	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.61	stop_loss
06-18 09:18	BTC	Buy	64936.2→64422.8	-4.44	timeout
06-18 05:03	BTC	Buy	65331.3→63717.9	-12.81	stop_loss
06-17 18:37	BTC	Buy	65820.3→65451.7	-3.35	timeout
06-17 16:25	BTC	Buy	65779.3→65964.7	+0.99	timeout
06-17 06:58	BTC	Buy	66431.3→65591.7	-6.80	timeout
06-16 18:02	BTC	Buy	66796.3→66151.7	-5.35	timeout
06-16 15:40	BTC	Buy	66767.3→65844.7	-7.44	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-15 13:36	BTC	Buy	64245.2→66795.7	+19.42	timeout
06-15 12:26	BTC	Buy	64480.2→66267.7	+13.42	timeout
06-15 03:35	BTC	Buy	64518.2→65698.7	+8.66	timeout
06-14 09:09	BTC	Buy	63791.2→64430.8	+4.51	timeout
06-14 08:06	BTC	Buy	63765.2→64383.8	+4.33	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 07:56	BTC	Buy	63045.2→63807.8	+5.45	timeout
06-13 06:14	BTC	Buy	63260.2→63554.8	+1.87	timeout
06-12 21:00	BTC	Buy	63379.2→63437.8	-0.01	timeout
06-12 07:04	BTC	Buy	62662.1→63050.8	+2.61	timeout
06-12 00:03	BTC	Buy	61587.1→63525.8	+15.18	timeout
06-11 18:02	BTC	Buy	61091.1→63772.8	+21.41	take_profit
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 16:09	BTC	Buy	60965→62421.9	+11.44	timeout
06-10 15:08	BTC	Buy	61561.1→61952.9	+2.69	timeout
06-10 14:07	BTC	Buy	62103.1→62162.9	+0.01	timeout
06-09 14:47	BTC	Buy	62664.1→61118.4	-12.79	stop_loss
06-09 13:36	BTC	Buy	63742.2→62173.8	-12.74	stop_loss
06-09 13:34	BTC	Buy	63416.2→62298.9	-9.24	timeout
06-09 12:31	BTC	Buy	63215.2→62614.9	-5.15	timeout
06-08 21:30	BTC	Buy	61756.1→63691.8	+15.19	timeout
06-08 11:52	BTC	Buy	62613.1→63483.8	+6.49	timeout
06-08 06:19	BTC	Buy	61801.1→63070.8	+9.81	timeout
06-07 15:26	BTC	Buy	60621→61852.9	+9.70	timeout
06-07 10:43	BTC	Buy	60391→62325.9	+15.59	timeout
06-07 05:57	BTC	Buy	60933→61727.9	+6.12	timeout
06-06 14:31	BTC	Buy	60401→60798	+2.84	timeout
06-06 04:31	BTC	Buy	61212.1→59706.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61625.1→60109.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:49	BTC	Buy	62749.1→61206.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	63024.2→61468.2	-12.80	stop_loss
06-05 06:24	BTC	Buy	62677.1→61122.4	-12.85	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:20	BTC	Buy	63231.2→61676.1	-12.71	stop_loss
06-05 02:30	BTC	Buy	64132.2→62554.6	-12.74	stop_loss
06-05 01:45	BTC	Buy	62802.1→63344.8	+3.89	timeout
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-04 09:30	BTC	Buy	64302.2→62720.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64283.2→62702.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65161.3→63559	-12.74	stop_loss
06-03 19:55	BTC	Buy	66821.3→65167.1	-12.88	stop_loss
06-03 19:54	BTC	Buy	67037.4→65389	-12.78	stop_loss
06-03 19:53	BTC	Buy	67080.4→65409	-12.94	stop_loss
06-03 03:49	BTC	Buy	67285.4→65629.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67479.4→65810.8	-12.82	stop_loss
06-02 19:33	BTC	Buy	68003.4→66331.5	-12.75	stop_loss
06-02 14:27	BTC	Buy	69474.5→67762.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69983.5→68256.4	-12.80	stop_loss
06-02 07:03	BTC	Buy	71502.6→69737.6	-12.89	stop_loss
06-01 22:26	BTC	Buy	73508.7→71239.8	-16.01	stop_loss
06-01 22:26	BTC	Buy	73938.7→71239.8	-18.85	stop_loss
06-01 05:17	BTC	Buy	74154.7→73438.3	-5.32	timeout
05-31 18:50	BTC	Buy	73997.7→73581.3	-3.34	timeout
05-31 16:55	BTC	Buy	73896.7→73521.3	-3.04	timeout
05-31 14:58	BTC	Buy	73894.7→73583.3	-2.59	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

36%

win rate

-380.19

total pnl ($)

-72.1 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	105	36%	-72.1	-380.19

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…